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Dive into the research topics where Michael O'Neill is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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A review of temporal aggregation and systematic sampling on time-series analysis
Rajaguru, G., Lim, S. & O'Neill, M., 9 Jan 2025, In: Journal of Accounting Literature. 47, 5, p. 110-128 19 p.Research output: Contribution to journal › Review article › Research › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)197 Downloads (Pure) -
On the analysis of time-varying causality between VIX exchange traded products and VIX futures contracts in high and low volatility regimes
O'Neill, M. & Rajaguru, G., 2024, In: Journal of Accounting Literature. 47, 5, p. 99-109 11 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile148 Downloads (Pure) -
Scale Diseconomies and Capacity in Fund Management: Variation Across Equity Markets
O'Neill, M., Sun, F., Warren, G. J. & Zhu, M., 22 Aug 2024, In: Journal of Accounting Literature. p. 1-29 29 p.Research output: Contribution to journal › Article › Research › peer-review
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Causality of price movements in VIX exchange-traded products and VIX futures contracts
O'Neill, M. & Rajaguru, G., 12 Apr 2023, In: Journal of Accounting Literature. p. 1-17 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile495 Downloads (Pure) -
Effects of nondiscretionary trading on futures prices
O'Neill, M. J. & Whaley, R. E., Jan 2023, In: Journal of Futures Markets. 43, 1, p. 33-68 36 p.Research output: Contribution to journal › Article › Research › peer-review
4 Link opens in a new tab Citations (Scopus)